Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 834837.0266 | 827898.7061 | 6938.3206 | 1528345.8805 | 1437121.9036 | 91223.977 |
Total P&L (%) | 834.837 | 827.8987 | 6.9383 | 1528.3459 | 1437.1219 | 91.224 |
Avg Daily Profit (%) | 0.3591 | 0.3561 | 0.003 | 0.1201 | 0.1176 | 0.0279 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105223 | -29982 | -198876 | -922307 | -295330 | -729060 |
Profit Factor | 2.3774 | 5.7241 | 1.0161 | 1.4716 | 2.5566 | 1.0394 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 29 | 20 | 9 | 29 | 20 | 9 |
Losing Trades | 66 | 28 | 38 | 66 | 28 | 38 |
Profitability (%) | 30.5263 | 41.6667 | 19.1489 | 30.5263 | 41.6667 | 19.1489 |
Ratio Avg Win / Avg Loss | 5.4106 | 8.0137 | 4.2902 | 3.349 | 3.5793 | 4.3884 |
Largest Winning Trade | 406673 | 406673 | 91564 | 687414 | 603641 | 687414 |
Largest Losing Trade | -38853 | -17811 | -38853 | -374806 | -114993 | -374806 |
Avg Bars in Trades | 41 | 14 | 70 | 41 | 14 | 70 |
Avg Bars in Winners | 109 | 27 | 290 | 109 | 27 | 290 |
Avg Bars in Losers | 12 | 4 | 17 | 12 | 4 | 17 |
Bars Traded | 3973 | 683 | 3290 | 3973 | 683 | 3290 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 237814 | 533646 | -612106 | -37362 | -33594 | -387546 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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